+82.1%
DT vs MOS
+3.5%
+78.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -24.7% | +21.6% | -46.3% | -27.5% |
| 30D | -27.4% | +12.0% | -39.3% | -29.2% |
| 3M | -11.1% | -3.9% | -7.2% | -11.1% |
| 6M | +13.7% | -3.3% | +17.0% | +13.0% |
| YTD | +0.2% | -4.6% | +4.9% | -1.2% |
| 1Y | -5.7% | -7.0% | +1.3% | -6.7% |
| 3Y | -8.1% | -24.4% | +16.3% | -7.6% |
| 5Y | -43.1% | -32.1% | -11.0% | -44.2% |
| All | +82.1% | +3.5% | +78.7% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling